1. When you start market replay your chart has two sections
First section = all data prior to start of replay: This is historical data taken from your historical data base. The data is mergebackadjusted (if you have selected it as a merge policy under Tools -> Options -> Data or in the instrument manager). Second section = all data which is added via the replay: This data can be considered as realtime data for the current contract. Within the replay section of the chart no rollover is possible.
For example, if you start replay for ES 06-15 on March 15, the data prior to March 15 will be merge-back adjusted data, while the replay data starting with March 15 will be single month data for the contract ES 06-15.
2. You need to add the previous contract to one of your instrument lists. You can then select the previous contract in the Historical Data Manager and download the required data.
3. You can check the data for the selected rollover dates. If there are no gaps, the data should be merge-backadjusted. You can also check the settings under Tools -> Options -> Data -> Merge Policy. However, these settings are only applied to the historical part of your chart. Real-time data is always taken from a single month contract.
4. If you talk about 120 days of data, this can never be real mode. You are talking about historical backfill. If your data provider gives you less than 120 days of data, a fraction of your chart will not be populated with data.
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hmm, strange, I see in the historical data manager that all the previous contracts data, as well as the current are already downloaded without "save chart data as historical" checked.
Is this data reliable? Is it from the data supplier or NT?
In (4) I was talking about when I am connected to the data supplier and write in "Days to load" 120 days. If the data supplier will not supply so many days back shouldn't I get it from my saved historical data mention above?
When you select "save chart data as historical", NinjaTrader converts real-time data to historical data. This is not recommended, as your chart will be built from chunks and pieces of different data streams. When it is unselected, every time you open a new chart
-> NinjaTrader will download historical data from your data provider (this is called "backfill") and store it in your data base
-> NinjaTrader will then add incoming ticks to your chart (this is called "real-time" data)
Your chart is therefore built from
-> historical bars (backfill)
-> a hybrid bar which typically has 1 historical "tick" and is completed with real-time ticks
-> bar built from real-time ticks
When you close the chart the real-time data is lost. When you reopen the chart again, real-time data is replaced with historical backfill, which downloaded.
If you wish to save 120 days of real-time data as historical, you need to connect 24/24 for 4 months in order to collect that data. Never switch off your machine, never disconnect, never update NinjaTrader. This is unrealistic.
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